Spectral representation of fractional Brownian motion in n dimensions and its properties
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Publication:4859767
DOI10.1109/18.412687zbMath0834.60090OpenAlexW2129945880MaRDI QIDQ4859767
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Publication date: 12 March 1996
Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1109/18.412687
Fourier transformWiener processBrownian motionwavelet transformfractal dimensionfractional Gaussian noiseWigner-Ville power spectrum
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